+147.8%
SW vs BN
+265.3%
-117.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | -5.1% | -2.5% | -2.6% | -4.2% |
| 30D | -4.6% | -9.5% | +4.9% | -1.0% |
| 3M | +9.4% | -10.4% | +19.8% | +14.0% |
| 6M | +3.5% | -6.4% | +9.9% | +6.1% |
| YTD | +22.0% | -11.9% | +33.9% | +27.8% |
| 1Y | +2.2% | -8.6% | +10.8% | +5.7% |
| 3Y | +19.6% | +77.6% | -58.0% | +0.8% |
| 5Y | -2.3% | +37.0% | -39.4% | -13.6% |
| All | +147.8% | +265.3% | -117.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling